Forecasting excess returns and abnormal trading volume using investor sentiment : evidence from Chinese stock index futures market
Year of publication: |
2020
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Authors: | Gao, Bin ; Xie, Jun |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 593-612
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Subject: | abnormal trading volume | excess returns | investor sentiment | margin level | stock index futures market | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | China | Börsenkurs | Share price | Schätzung | Estimation |
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